-14.7%
SHOP vs JOBY
-33.6%
+19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -13.2% | -8.2% | -5.1% | -10.8% |
| 30D | -17.0% | -25.1% | +8.0% | -8.8% |
| 3M | +17.0% | -28.8% | +45.8% | +29.0% |
| 6M | -2.1% | -36.1% | +34.0% | +9.7% |
| YTD | -21.4% | -52.2% | +30.8% | -4.4% |
| 1Y | -11.0% | -52.4% | +41.4% | +5.4% |
| 3Y | +100.9% | -13.6% | +114.5% | +59.6% |
| 5Y | -14.7% | -32.2% | +17.5% | -45.5% |
| All | -14.7% | -33.6% | +19.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JOBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling